1 views collected around this technical thread.
Learn how the Difference-in-Differences (DiD) method estimates policy impacts by comparing treatment and control groups over time, explore its mathematical model, see a concrete traffic‑restriction example, and follow a step‑by‑step Python implementation with data analysis and visualization.
This article reviews the two main streams of causal inference—potential‑outcome (Rubin) models and structural causal (Pearl) diagrams—covers classic techniques such as A/B testing, instrumental variables, matching, difference‑in‑differences, synthetic controls, matrix completion, heterogeneous treatment effect estimation, and discusses modern machine‑learning‑based approaches and causal discovery algorithms.
This guide explains the theory behind Vector Autoregression (VAR) models, outlines the complete modeling workflow—including data preparation, stationarity and cointegration testing, lag order selection, parameter estimation, stability diagnostics, and impulse‑response and variance‑decomposition analysis—and provides a full Python implementation with code examples.
This article explains how multicollinearity undermines ordinary least squares estimates, introduces ridge and LASSO regularization as remedies, and demonstrates their application on a 1966 French economic dataset using Python’s statsmodels, complete with code and interpretation of results.
This article provides an extensive, English‑language overview of statistical software—including open‑source, public‑domain, freeware, and proprietary tools—detailing their primary functions, programming languages, and typical application areas for statistical and econometric analysis.